The problem is premature rounding. Just because data is given to a small number of significant figures does NOT mean that you should work through the problem with a small number of figures. The accurate values of z1 and z2 are
z1 = .4399131657 and z2 = .5601164657. If you use these you will get
μ = 39.94233436 ≈ 39.9 and σ = 10.81501090 ≈ 10.8 . Note that we round off at the end, after doing all the calculations!